+197.7%
EXC vs UL
+106.3%
+91.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +0.1% | +2.6% | -2.5% | -1.0% |
| 30D | +9.0% | +6.8% | +2.3% | +6.1% |
| 3M | +3.3% | +5.7% | -2.5% | +0.8% |
| 6M | +5.7% | +15.9% | -10.2% | -1.2% |
| YTD | +7.3% | +4.3% | +3.1% | +4.5% |
| 1Y | +2.9% | -0.4% | +3.4% | +2.1% |
| 3Y | +29.3% | +35.0% | -5.6% | +10.9% |
| 5Y | +40.1% | +31.6% | +8.5% | +18.7% |
| 10Y | +197.7% | +104.6% | +93.0% | +128.9% |
| All | +197.7% | +106.3% | +91.4% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling